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IUIT.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IUIT.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
549.03%
229.64%
IUIT.L
VOO

Returns By Period

In the year-to-date period, IUIT.L achieves a 32.53% return, which is significantly higher than VOO's 24.51% return.


IUIT.L

YTD

32.53%

1M

0.40%

6M

15.05%

1Y

40.05%

5Y (annualized)

24.70%

10Y (annualized)

N/A

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


IUIT.LVOO
Sharpe Ratio1.922.64
Sortino Ratio2.563.53
Omega Ratio1.341.49
Calmar Ratio2.703.81
Martin Ratio9.0317.34
Ulcer Index4.39%1.86%
Daily Std Dev20.58%12.20%
Max Drawdown-33.46%-33.99%
Current Drawdown-2.93%-2.16%

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IUIT.L vs. VOO - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.5

The correlation between IUIT.L and VOO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

IUIT.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for IUIT.L, currently valued at 1.83, compared to the broader market0.002.004.006.001.832.51
The chart of Sortino ratio for IUIT.L, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.0012.002.463.38
The chart of Omega ratio for IUIT.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.47
The chart of Calmar ratio for IUIT.L, currently valued at 2.58, compared to the broader market0.005.0010.0015.002.583.62
The chart of Martin ratio for IUIT.L, currently valued at 8.57, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.5716.49
IUIT.L
VOO

The current IUIT.L Sharpe Ratio is 1.92, which is comparable to the VOO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IUIT.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.83
2.51
IUIT.L
VOO

Dividends

IUIT.L vs. VOO - Dividend Comparison

IUIT.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IUIT.L vs. VOO - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IUIT.L and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.93%
-2.16%
IUIT.L
VOO

Volatility

IUIT.L vs. VOO - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 6.02% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.02%
4.09%
IUIT.L
VOO